Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1144628.2209 | 935330.1554 | 209298.0655 | 55654481.1952 | 64954527.2721 | -9300046.0769 |
Total P&L (%) | 1144.6282 | 935.3302 | 209.2981 | 55654.4812 | 64954.5273 | -9300.0461 |
Avg Daily Profit (%) | 0.4577 | 0.374 | 0.0837 | 0.2532 | 0.2593 | 0 |
Buy And Hold Return (%) | 818.6275 | 818.6275 | 818.6275 | 818.6275 | 818.6275 | 818.6275 |
Max Trade Drawdown | -68612 | -65671 | -68612 | -26459183 | -2732175 | -28734916 |
Profit Factor | 4.6237 | 7.4202 | 2.2298 | 2.357 | 11.058 | 0.7309 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 19 | 9 | 10 | 19 | 9 | 10 |
Profitability (%) | 68.3333 | 70 | 66.6667 | 68.3333 | 70 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.1427 | 3.1801 | 1.1149 | 1.0922 | 4.7391 | 0.3654 |
Largest Winning Trade | 374340 | 374340 | 52718 | 46546402 | 46546402 | 8180925 |
Largest Losing Trade | -68612 | -46580 | -68612 | -20542991 | -2046014 | -20542991 |
Avg Bars in Trades | 76 | 93 | 58 | 76 | 93 | 58 |
Avg Bars in Winners | 84 | 91 | 78 | 84 | 91 | 78 |
Avg Bars in Losers | 57 | 100 | 19 | 57 | 100 | 19 |
Bars Traded | 4576 | 2813 | 1763 | 4576 | 2813 | 1763 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -195248 | -100827 | -241757 | -159253 | 706260 | -578665 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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